PCA Index Dashboard Examples

This script was last run at 2024-03-22 16:40:53.774553+00:00 (UTC)
In US/Central Time, this is 2024-03-22 11:40:53.774553-05:00

	High Yield Index OAS	10Y-2Y Spread	VIX	CP - Treasury Spread, 3m	NASDAQ Ret (transformed)	10-Year Treasury (transformed)
DATE
1997-01-02	-0.897050	-0.474845	0.086109	-0.008619	0.545319	0.254531
1997-01-03	-0.885341	-0.474845	-0.155694	0.006891	0.744902	0.205368
1997-01-06	-0.881438	-0.474845	-0.064266	-0.016374	0.777780	0.269317
1997-01-07	-0.881438	-0.454023	-0.129228	-0.047394	0.837407	0.382943
1997-01-08	-0.893147	-0.454023	-0.022161	-0.086169	0.785442	0.496177
...	...	...	...	...	...	...
2024-03-15	-0.858019	-1.495106	-0.723509	1.689736	0.831638	0.578849
2024-03-18	-0.869728	-1.474284	-0.733133	1.650961	0.714347	0.682726
2024-03-19	-0.881438	-1.463873	-0.794486	1.658716	0.738923	0.558629
2024-03-20	-0.865825	-1.401408	-0.888320	1.720756	0.828093	0.465853
2024-03-21	-0.900953	-1.432641	-0.902756	1.720756	0.836714	0.465853

7192 rows × 6 columns

pc1

DATE
1997-01-02   -0.577615
1997-01-03   -0.683751
1997-01-06   -0.666657
1997-01-07   -0.703025
1997-01-08   -0.672696
                ...   
2024-03-15   -1.581537
2024-03-18   -1.564712
2024-03-19   -1.572419
2024-03-20   -1.596564
2024-03-21   -1.623794
Name: PC1, Length: 7192, dtype: float64

# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()

<Axes: xlabel='DATE'>

fig = px.line(pc1)
fig.show()